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67  <div class="navpath"><b>itpp</b>::<a class="el" href="classitpp_1_1Line__Search.html">Line_Search</a>
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70<div class="contents">
71<h1>itpp::Line_Search Class Reference<br>
72<small>
73[<a class="el" href="group__optimization.html">Numerical Optimization Module</a>]</small>
74</h1><!-- doxytag: class="itpp::Line_Search" -->Line Search. 
75<a href="#_details">More...</a>
76<p>
77<code>#include &lt;<a class="el" href="newton__search_8h-source.html">newton_search.h</a>&gt;</code>
78<p>
79
80<p>
81<a href="classitpp_1_1Line__Search-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0">
82<tr><td></td></tr>
83<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
84<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b56a47adc00de4aa876c5820a70771bc"></a><!-- doxytag: member="itpp::Line_Search::Line_Search" ref="b56a47adc00de4aa876c5820a70771bc" args="()" -->
85&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classitpp_1_1Line__Search.html#b56a47adc00de4aa876c5820a70771bc">Line_Search</a> ()</td></tr>
86
87<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Default constructor. <br></td></tr>
88<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="409633897d0bffc349191b30d58af70b"></a><!-- doxytag: member="itpp::Line_Search::~Line_Search" ref="409633897d0bffc349191b30d58af70b" args="()" -->
89&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classitpp_1_1Line__Search.html#409633897d0bffc349191b30d58af70b">~Line_Search</a> ()</td></tr>
90
91<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Destructor. <br></td></tr>
92<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1d5e37e87f045f1380845770def29d7e"></a><!-- doxytag: member="itpp::Line_Search::set_function" ref="1d5e37e87f045f1380845770def29d7e" args="(double(*function)(const vec &amp;))" -->
93void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classitpp_1_1Line__Search.html#1d5e37e87f045f1380845770def29d7e">set_function</a> (double(*function)(const vec &amp;))</td></tr>
94
95<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set function pointer. <br></td></tr>
96<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5177408ac3cd647d0f5c622eaf157021"></a><!-- doxytag: member="itpp::Line_Search::set_gradient" ref="5177408ac3cd647d0f5c622eaf157021" args="(vec(*gradient)(const vec &amp;))" -->
97void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classitpp_1_1Line__Search.html#5177408ac3cd647d0f5c622eaf157021">set_gradient</a> (vec(*gradient)(const vec &amp;))</td></tr>
98
99<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set gradient function pointer. <br></td></tr>
100<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="412dd7e901e6af180e3487d77718957d"></a><!-- doxytag: member="itpp::Line_Search::set_functions" ref="412dd7e901e6af180e3487d77718957d" args="(double(*function)(const vec &amp;), vec(*gradient)(const vec &amp;))" -->
101void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classitpp_1_1Line__Search.html#412dd7e901e6af180e3487d77718957d">set_functions</a> (double(*function)(const vec &amp;), vec(*gradient)(const vec &amp;))</td></tr>
102
103<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set both function and gradient function pointers. <br></td></tr>
104<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f378f3a4d001bed5b9ad4ff9fd871bd8"></a><!-- doxytag: member="itpp::Line_Search::set_start_point" ref="f378f3a4d001bed5b9ad4ff9fd871bd8" args="(const vec &amp;x, double F, const vec &amp;g, const vec &amp;h)" -->
105void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classitpp_1_1Line__Search.html#f378f3a4d001bed5b9ad4ff9fd871bd8">set_start_point</a> (const vec &amp;x, double F, const vec &amp;g, const vec &amp;h)</td></tr>
106
107<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set start point for search. <br></td></tr>
108<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ad5f82a552954da29bde3c3a1c14fcec"></a><!-- doxytag: member="itpp::Line_Search::get_solution" ref="ad5f82a552954da29bde3c3a1c14fcec" args="(vec &amp;xn, double &amp;Fn, vec &amp;gn)" -->
109void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classitpp_1_1Line__Search.html#ad5f82a552954da29bde3c3a1c14fcec">get_solution</a> (vec &amp;xn, double &amp;Fn, vec &amp;gn)</td></tr>
110
111<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Get solution, function value and gradient at solution point. <br></td></tr>
112<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9f4ae762f33bb125f400310d39935620"></a><!-- doxytag: member="itpp::Line_Search::search" ref="9f4ae762f33bb125f400310d39935620" args="()" -->
113bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classitpp_1_1Line__Search.html#9f4ae762f33bb125f400310d39935620">search</a> ()</td></tr>
114
115<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Do the line search. <br></td></tr>
116<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0b6ba487b8ff24772601c5992ac485b5"></a><!-- doxytag: member="itpp::Line_Search::search" ref="0b6ba487b8ff24772601c5992ac485b5" args="(vec &amp;xn, double &amp;Fn, vec &amp;gn)" -->
117bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classitpp_1_1Line__Search.html#0b6ba487b8ff24772601c5992ac485b5">search</a> (vec &amp;xn, double &amp;Fn, vec &amp;gn)</td></tr>
118
119<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Do the line search and return solution. <br></td></tr>
120<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="933672904ede9f093b689ba28cffeef5"></a><!-- doxytag: member="itpp::Line_Search::search" ref="933672904ede9f093b689ba28cffeef5" args="(const vec &amp;x, double F, const vec &amp;g, const vec &amp;h, vec &amp;xn, double &amp;Fn, vec &amp;gn)" -->
121bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classitpp_1_1Line__Search.html#933672904ede9f093b689ba28cffeef5">search</a> (const vec &amp;x, double F, const vec &amp;g, const vec &amp;h, vec &amp;xn, double &amp;Fn, vec &amp;gn)</td></tr>
122
123<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set starting point, do the line search, and return the solution. <br></td></tr>
124<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e7f3bdb5e2b47f64f57d60d0ce86c5e2"></a><!-- doxytag: member="itpp::Line_Search::get_alpha" ref="e7f3bdb5e2b47f64f57d60d0ce86c5e2" args="()" -->
125double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classitpp_1_1Line__Search.html#e7f3bdb5e2b47f64f57d60d0ce86c5e2">get_alpha</a> ()</td></tr>
126
127<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">return alpha at solution point, xn = x + alpha h <br></td></tr>
128<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e9c51f4c912318f33be727215b266c79"></a><!-- doxytag: member="itpp::Line_Search::get_slope_ratio" ref="e9c51f4c912318f33be727215b266c79" args="()" -->
129double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classitpp_1_1Line__Search.html#e9c51f4c912318f33be727215b266c79">get_slope_ratio</a> ()</td></tr>
130
131<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">return the slope ratio at solution poin, xn <br></td></tr>
132<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b57194c9cf504403eef40b6af3522b74"></a><!-- doxytag: member="itpp::Line_Search::get_no_function_evaluations" ref="b57194c9cf504403eef40b6af3522b74" args="()" -->
133int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classitpp_1_1Line__Search.html#b57194c9cf504403eef40b6af3522b74">get_no_function_evaluations</a> ()</td></tr>
134
135<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">return number of function evaluations used in search <br></td></tr>
136<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="29f75d3d7019f217ab27752f6b50bb1e"></a><!-- doxytag: member="itpp::Line_Search::set_stop_values" ref="29f75d3d7019f217ab27752f6b50bb1e" args="(double rho, double beta)" -->
137void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classitpp_1_1Line__Search.html#29f75d3d7019f217ab27752f6b50bb1e">set_stop_values</a> (double rho, double beta)</td></tr>
138
139<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set stop criterion values. <br></td></tr>
140<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="65dff40616cade0ccb45ec69f7657387"></a><!-- doxytag: member="itpp::Line_Search::get_rho" ref="65dff40616cade0ccb45ec69f7657387" args="()" -->
141double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classitpp_1_1Line__Search.html#65dff40616cade0ccb45ec69f7657387">get_rho</a> ()</td></tr>
142
143<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Return stop value rho. <br></td></tr>
144<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ce53ef30edb8a626d7908e8bb31e30b7"></a><!-- doxytag: member="itpp::Line_Search::get_beta" ref="ce53ef30edb8a626d7908e8bb31e30b7" args="()" -->
145double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classitpp_1_1Line__Search.html#ce53ef30edb8a626d7908e8bb31e30b7">get_beta</a> ()</td></tr>
146
147<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Return stop value beta. <br></td></tr>
148<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e3f6acb9f056ebde17fbf966a6ca8ca9"></a><!-- doxytag: member="itpp::Line_Search::set_max_iterations" ref="e3f6acb9f056ebde17fbf966a6ca8ca9" args="(int value)" -->
149void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classitpp_1_1Line__Search.html#e3f6acb9f056ebde17fbf966a6ca8ca9">set_max_iterations</a> (int value)</td></tr>
150
151<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set max number of iterations. <br></td></tr>
152<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="74d4633527ee562fb6a9359359f86bce"></a><!-- doxytag: member="itpp::Line_Search::get_max_iterations" ref="74d4633527ee562fb6a9359359f86bce" args="()" -->
153int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classitpp_1_1Line__Search.html#74d4633527ee562fb6a9359359f86bce">get_max_iterations</a> ()</td></tr>
154
155<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Return max number of iterations. <br></td></tr>
156<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="64aaed0881dcbe95c6dea0a0c8da0626"></a><!-- doxytag: member="itpp::Line_Search::set_max_stepsize" ref="64aaed0881dcbe95c6dea0a0c8da0626" args="(double value)" -->
157void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classitpp_1_1Line__Search.html#64aaed0881dcbe95c6dea0a0c8da0626">set_max_stepsize</a> (double value)</td></tr>
158
159<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set max stepsize. <br></td></tr>
160<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1bd6c1baad2fdd152a7760ce439cdaf3"></a><!-- doxytag: member="itpp::Line_Search::get_max_stepsize" ref="1bd6c1baad2fdd152a7760ce439cdaf3" args="()" -->
161double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classitpp_1_1Line__Search.html#1bd6c1baad2fdd152a7760ce439cdaf3">get_max_stepsize</a> ()</td></tr>
162
163<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Return max number of iterations. <br></td></tr>
164<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="29b95a64128ac2888d21acfe7d234710"></a><!-- doxytag: member="itpp::Line_Search::set_method" ref="29b95a64128ac2888d21acfe7d234710" args="(const Line_Search_Method &amp;method)" -->
165void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classitpp_1_1Line__Search.html#29b95a64128ac2888d21acfe7d234710">set_method</a> (const <a class="el" href="group__optimization.html#g1f546a6d17b2c74304b3624bc7b7e9e9">Line_Search_Method</a> &amp;method)</td></tr>
166
167<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set Line search method. <br></td></tr>
168<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="677864b4dec3305b193ca0f73701caa3"></a><!-- doxytag: member="itpp::Line_Search::enable_trace" ref="677864b4dec3305b193ca0f73701caa3" args="()" -->
169void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classitpp_1_1Line__Search.html#677864b4dec3305b193ca0f73701caa3">enable_trace</a> ()</td></tr>
170
171<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">enable trace mode <br></td></tr>
172<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="49ce7f8fcfc37b76c9147390e0fbf21b"></a><!-- doxytag: member="itpp::Line_Search::disable_trace" ref="49ce7f8fcfc37b76c9147390e0fbf21b" args="()" -->
173void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classitpp_1_1Line__Search.html#49ce7f8fcfc37b76c9147390e0fbf21b">disable_trace</a> ()</td></tr>
174
175<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">disable trace <br></td></tr>
176<tr><td class="memItemLeft" nowrap align="right" valign="top">void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classitpp_1_1Line__Search.html#6a689efce1f8c2739d4d8548b784189e">get_trace</a> (vec &amp;alphavalues, vec &amp;Fvalues, vec &amp;dFvalues)</td></tr>
177
178</table>
179<hr><a name="_details"></a><h2>Detailed Description</h2>
180Line Search.
181<p>
182The line search try to minimize the objective function <img class="formulaInl" alt="$f(\mathbf{x})$" src="form_323.png"> along the direction <img class="formulaInl" alt="$\mathbf{h}$" src="form_329.png"> from the current position <img class="formulaInl" alt="$\mathbf{x}$" src="form_324.png">.<p>
183Hence we look at <p class="formulaDsp">
184<img class="formulaDsp" alt="\[ \varphi(\alpha) = f(\mathbf{x} + \alpha \mathbf{h}) \]" src="form_330.png">
185<p>
186 and try to find an <img class="formulaInl" alt="$\alpha_s$" src="form_331.png"> that minimizes <img class="formulaInl" alt="$f$" src="form_332.png">.<p>
187Two variants are used. Either the soft line search (default) or the exact line search.<p>
188The soft line search stops when a point in the acceptable region is found, i.e. <p class="formulaDsp">
189<img class="formulaDsp" alt="\[ \phi(\alpha_s) \leq \varphi(0) + \alpha_s \rho \varphi'(0) \]" src="form_333.png">
190<p>
191 and <p class="formulaDsp">
192<img class="formulaDsp" alt="\[ \varphi'(\alpha_s) \geq \beta \varphi'(0),\: \rho < \beta \]" src="form_334.png">
193<p>
194 Default vales are <img class="formulaInl" alt="$\rho = 10^{-3}$" src="form_335.png"> and <img class="formulaInl" alt="$\beta = 0.99$" src="form_336.png">.<p>
195The exact line search <p class="formulaDsp">
196<img class="formulaDsp" alt="\[ \| \varphi(\alpha_s)\| \leq \rho \| \varphi'(0) \| \]" src="form_337.png">
197<p>
198 and <p class="formulaDsp">
199<img class="formulaDsp" alt="\[ b-a \leq \beta b, \]" src="form_338.png">
200<p>
201 where <img class="formulaInl" alt="$\left[a,b\right]$" src="form_339.png"> is the current interval for <img class="formulaInl" alt="$\alpha_s$" src="form_331.png">. Default vales are <img class="formulaInl" alt="$\rho = 10^{-3}$" src="form_335.png"> and <img class="formulaInl" alt="$\beta = 10^{-3}$" src="form_340.png">.<p>
202The exact line search can at least in theory give the exact resutl, but it may require many extra function evaluations compared to soft line search. <hr><h2>Member Function Documentation</h2>
203<a class="anchor" name="6a689efce1f8c2739d4d8548b784189e"></a><!-- doxytag: member="itpp::Line_Search::get_trace" ref="6a689efce1f8c2739d4d8548b784189e" args="(vec &amp;alphavalues, vec &amp;Fvalues, vec &amp;dFvalues)" -->
204<div class="memitem">
205<div class="memproto">
206      <table class="memname">
207        <tr>
208          <td class="memname">void itpp::Line_Search::get_trace           </td>
209          <td>(</td>
210          <td class="paramtype">vec &amp;&nbsp;</td>
211          <td class="paramname"> <em>alphavalues</em>, </td>
212        </tr>
213        <tr>
214          <td class="paramkey"></td>
215          <td></td>
216          <td class="paramtype">vec &amp;&nbsp;</td>
217          <td class="paramname"> <em>Fvalues</em>, </td>
218        </tr>
219        <tr>
220          <td class="paramkey"></td>
221          <td></td>
222          <td class="paramtype">vec &amp;&nbsp;</td>
223          <td class="paramname"> <em>dFvalues</em></td><td>&nbsp;</td>
224        </tr>
225        <tr>
226          <td></td>
227          <td>)</td>
228          <td></td><td></td><td></td>
229        </tr>
230      </table>
231</div>
232<div class="memdoc">
233
234<p>
235get trace outputs <code>alphavalues</code> are the solutions of every iteration <code>Fvalues</code> are the function values <code>dFvalues</code> 
236<p>References <a class="el" href="itassert_8h-source.html#l00173">it_warning</a>.</p>
237
238</div>
239</div><p>
240<hr>The documentation for this class was generated from the following files:<ul>
241<li><a class="el" href="newton__search_8h-source.html">newton_search.h</a><li><a class="el" href="newton__search_8cpp.html">newton_search.cpp</a></ul>
242</div>
243<hr size="1"><address style="text-align: right;"><small>Generated on Tue Jun 2 10:02:19 2009 for mixpp by&nbsp;
244<a href="http://www.doxygen.org/index.html">
245<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.8 </small></address>
246</body>
247</html>
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